Entropy of hidden Markov processes and connections to dynamical systems
| Type de document | Site actuel | Cote | Statut | Date de retour prévue | Code à barres | Réservations |
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| Livre | La bibliothèque des Sciences Exactes et Naturelles | 519.233 MAR (Parcourir l'étagère) | Disponible | 0000000022514 |
Survol La bibliothèque des Sciences Exactes et Naturelles Étagères Fermer l'étagère
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| 519.233 IBE Markov processes for stochastic modeling | 519.233 ITO Diffusion processes and their sample paths | 519.233 KAR Brownian motion and stochastic calculus | 519.233 MAR Entropy of hidden Markov processes and connections to dynamical systems | 519.233 PIN Positive harmonic functions and diffusion | 519.233 RIO Théorie asymptotique des processus aléatoires faiblement dépendants | 519.233 SIL Boundary theory for symmetric markov processes |
"Hidden Markov processes (HMPs) are important objects of study in many areas of pure and applied mathematics, including information theory, probability theory, dynamical systems and statistical physics, with applications in electrical engineering, computer science and molecular biology. This collection of research and survey papers presents important new results and open problems, serving as a unifying gateway for researchers in these areas. Based on talks given at the Banff International Research Station workshop, 2007, this volume addresses a central problem of the subject: computation of the Shannon entropy rate of an HMP. This is a key quantity in statistical physics and information theory, characterising the fundamental limit on compression and closely related to channel capacity, the limit on reliable communication. Also discussed, from a symbolic dynamics and thermodynamical viewpoint, is when mappings between dynamical systems map Markov measures to Markov (or Gibbs) measures or allow for Markov lifts of Markov chains"--
Includes bibliographical references.
Machine generated contents note: 1. Hidden Markov processes in the context of symbolic dynamics Mark Boyle and Karl Petersen; 2. On the preservation of Gibbsianess under symbol amalgamation Jean-Rene Chazottes and Edgardo Ugalde; 3. A note on a complex Hilbert metric with application to domain of analyticity for entropy rate of hidden Markov processes Guangyue Han, Brian Marcus and Yuval Peres; 4. Bounds on the entropy rate of binary hidden Markov processes Erik Ordentlich and Tsachy Weissman; 5. Entropy rate for hidden Markov chains with rare transitions Yuval Peres and Anthony Quas; 6. The capacity of finite-state channels in the high-noise regime Henry D. Pfister; 7. Computing entropy rates for hidden Markov processes Mark Pollicott; 8. Factors of Gibbs measures for full shifts Mark Pollicott and Thomas Kempton; 9. Thermodynamics of hidden Markov processes Evgeny Verbitskiy.


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